Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 641.050203 656.569584 671.836523 687.981137 704.564599 721.097754 738.822949
2026-02-01 620.444871 643.231258 665.950702 690.302157 715.662461 741.293941 769.157484
2026-02-08 606.476547 634.301394 662.316359 692.639154 724.536664 757.098875 792.858403
2026-02-15 594.536736 626.362032 658.665134 693.915157 731.307139 769.798008 812.429499
2026-02-22 584.621190 619.842965 655.846958 695.416218 737.698467 781.543016 830.468681
2026-03-01 575.460462 613.616476 652.867794 696.282787 742.981232 791.725591 846.487424
2026-03-08 566.523120 607.234179 649.356804 696.220928 746.934408 800.190708 860.393518
2026-03-15 559.753686 602.886267 647.755305 697.947846 752.569861 810.255691 875.845220
2026-03-22 552.292044 597.533314 644.832558 698.013326 756.192402 817.960233 888.573523
2026-03-29 546.885996 594.216548 643.936243 700.109182 761.869855 827.770949 903.500634
2026-04-05 542.561214 591.918975 644.003844 703.120669 768.429204 838.451866 919.317555
2026-04-12 537.628739 588.804572 643.040914 704.869777 773.485390 847.391431 933.146004
2026-04-19 534.230858 587.291300 643.761937 708.414110 780.482725 858.457049 949.352416
2026-04-26 530.184034 584.946707 643.464040 710.734839 786.042959 867.873913 963.690772
2026-05-03 526.440868 582.836671 643.333321 713.155278 791.641886 877.282334 977.992758
2026-05-10 522.128990 579.991923 642.293988 714.473632 795.932497 885.172973 990.553546
2026-05-17 518.179683 577.465048 641.529413 716.024968 800.421252 893.240306 1003.290051
2026-05-24 513.958133 574.547027 640.248524 716.920554 804.106128 900.354815 1014.918131
2026-05-31 509.255583 571.002660 638.185548 716.856623 806.637382 906.112890 1024.966286
2026-06-07 505.968227 568.995765 637.799125 718.641379 811.227303 914.180382 1037.649634
2026-06-14 501.668592 565.766641 635.961771 718.709053 813.800828 919.907687 1047.619408
2026-06-21 498.898369 564.227901 635.997577 720.875130 818.745755 928.329857 1060.700625
2026-06-28 496.854837 563.474197 636.888252 723.987564 824.755676 937.967643 1075.205480